Stuart Miller
2020-03-10 22:36:09
Look at correlation between gdp and lags of the other variables.
There is evidence of a weak correlation between gdp_change and the first 10 lags of unrate.
plot.cross.lags(data, 'gdp_change', 'unrate', 30)
There is evidence of a weak correlation between gdp_change and the first 10 lags of nfjobs.
plot.cross.lags(data, 'gdp_change', 'nfjobs', 20)
There is evidence of a weak correlation between gdp_change and the first 10 lags of treas10yr.
plot.cross.lags(data, 'gdp_change', 'treas10yr', 20)
There is evidence of a weak correlation between gdp_change and the first 10 lags of fedintrate.
plot.cross.lags(data, 'gdp_change', 'fedintrate', 19)
There is evidence of a weak correlation between gdp_change and the first 4 lags of personincomechg.
plot.cross.lags(data, 'gdp_change', 'personincomechg', 20)
There does not seem to be a correlation between change in GDP and lags of change in corparate profits.
plot.cross.lags(data, 'gdp_change', 'corpprofitchg', 19)
plot.cross.lags(data, 'gdp_change', 'cpi', 20)
plot.cross.lags(data, 'gdp_change', 'population', 20)
plot.cross.lags(data, 'gdp_change', 'crude_wti', 20)
plot.cross.lags(data, 'gdp_change', 'ppi', 20)
plot.cross.lags(data, 'gdp_change', 'gold', 20)
plot.cross.lags(data, 'gdp_change', 'japan', 20)
plot.cross.lags(data, 'gdp_change', 'uk', 20)
ggpairs(data %>% select(-c(date, gdp_change)))